Building on others' posts, I think I've got it, though it works for blocking all videos.
Here's how it works for CNN: Install Adblock Plus. Go to Options (click on ABP icon in Safari toolbar), then the "Add your own filters" tab. add a filter "||i2.cdn.turner.com|/". All the videos appear to be loaded from turner.com, so this blocks them. Though it blocks them completely, even if you want to manually play them they're blocked.
For other sites, after installing Adblock plus, open a page with a bunch of their videos on it (on CNN there are a batch of video links with thumbnail images below the main, autoplaying, video for an article. Right-click on one of the thumbnails, left-click on "Block Element." On the "add filter" window that appears, select and copy the portion that seems to pertain to the videos. For NBC news, it appears to be "||media2.s-nbcnews.com/j/MSNBC/Components/Video". Cancel the blocking, and go instead to Adblock options, Add your own filter tab. Paste the selection you just made and add a "|" to the end, and add the filter.
Again, this completely blocks all videos from the site so you can't play them at all without removing the Adblock filter.